Synthetic CDOs

Synthetic CDOs pdf epub mobi txt 電子書 下載2025

出版者:Cambridge University Press
作者:C. C. Mounfield
出品人:
頁數:386
译者:
出版時間:2008-12-18
價格:GBP 67.00
裝幀:Hardcover
isbn號碼:9780521897884
叢書系列:
圖書標籤:
  • quant 
  • Options, 
  • Futures 
  • Derivatives 
  •  
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Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). This book describes the state-of-the-art in quantitative and computational modelling of CDOs. Beginning with an overview of the structured finance landscape, readers are introduced tothe basic modelling concepts necessary to model and value simple credit derivatives. The modelling, valuation and risk management of synthetic CDOs are described and a detailed picture of the behaviour of these complex instruments is built up. The final chapters introduce more advanced topics such as portfolio management of synthetic CDOs and hedging techniques. Detailing the latest models and techniques, this is essential reading for quantitative analysts, traders and risk managers working in investment banks, hedge funds and other financial institutions, and for graduates intending to enter the industry. It is also ideal for academics who need to keep informed with current best practice in the credit derivatives industry.

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